Choice of least-squares algorithms for the identification of ARM AX dynamic systems

DOI10.1080/00207728908910207MaRDI QIDQ3835403zbMATH OpenOpenAlexFDO

Authors Mohamed Ahmed Fkirin

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910207

zbMATH Keywords

identification algorithmsmodel structurerecursive least-squaresARMAX dynamic systemsBatch least-squaresextended recursive least-squares

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• A fundamental approach to the convergence analysis of least squares algorithms
• Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances
• Convergence of an adaptive filter algorithm
• Experimental comparison and application of various parameter-adaptive control algorithms
• Identification and application of bounded-parameter models
• Model-Reference Adaptive Control—Stability, Parameter Convergence, and Robustness
• On the stability of dynamic models obtained by least-squares identification
• On the stability of time-varying models obtained by extended recursive least-squares identification
• Recursive methods for off-line identification
• System identification. A survey
• The convergence of AML

Cited in

(3)

• Least-squares identification for ARMAX models without the positive real condition
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Forecasting of economic dynamic systems

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